Hugo Scolnik to present his team research on time series forecasting
May 24, 2018

On May 28, our Advisory Board member Hugo and his team (Rodrigo Castro, Santiago Laplagne, Daniel Foguelman and Alejandro Danos) will be presenting their work on "Advances in Time Series Forecasting" at a special IIEP-BAIRES Research Seminar. If you want to know more about the IIEP follow this link. Hugo and team will be discussing VAR (vector autoregression) models, which have become the "bread and butter" in much econometric work, and then introduce novel alternatives to include non-linear structures using robust non-linear optimization methods and regularisation techniques.